1. Download 7-zip, if you do not have one.
2. Install MinGW, please read MinGW’s Getting Started wiki. I choose manual installation:

   Download at least the following (or newer) packages from the MinGW download page:

   • binutils
   • gcc-core
   • mingw-runtime
   • w32api
   • expat

   Unpack them directly to D:\mingw

   Expat

   GDB can use the Expat XML parsing library. This library may be included with your operating system distribution; if it is not, you can get the latest version from http://expat.sourceforge.net.
   The `configure' script will search for this library in several standard locations; if it is installed in an unusual path, you can use the `–with-libexpat-prefix’ option to specify its location.

   Expat is used for:

   • Remote protocol memory maps (see section D.12 Memory Map Format)
   • Target descriptions (see section F. Target Descriptions)
   • Remote shared library lists (see section D.11 Library List Format)
   • MS-Windows shared libraries (see Shared Libraries)

   To download expat for MinGW, please visit here.

   For more about expat, please visit http://sources.redhat.com/gdb/onlinedocs/gdb_31.html.

3. Install MinGW’s MSYS:
   • Install MSYS DTK 1.0 in D:\mingw\1.0
   • Install MSYS Core 1.0.11. It is an archive. Unpack it in D:\mingw\1.0
4. Setting PATH and HOME environment, and run D:\mingw\1.0\msys.bat
5. Download GDB debugger sources. I use the latest repository snapshot. And upack them to D:\mingw\1.0\home
6. ./configure & make

You should have gdb.exe in D:\mingw\1.0\home\gdb-#.#.#\gdb\ in about 30 minutes.

To port GDB debugger to a new architecture, you should not miss the detailed guide ” Howto: Porting the GNU Debugger — Practical Experience with the OpenRISC 1000 Architecture “.

Update:

To compile GDB Insight 6.8 under MSYS environment, you should make a patch :

Index: gdb/ChangeLog
===================================================================
RCS file: /cvs/src/src/gdb/ChangeLog,v
retrieving revision 1.9174.2.20
diff -u -r1.9174.2.20 ChangeLog
— ChangeLog 31 Mar 2008 03:40:42 -0000 1.9174.2.20
+++ ChangeLog 11 Apr 2008 09:10:13 -0000
@@ -1,3 +1,8 @@
+2008-04-11 Hans Kester
+
+ * configure.ac: Added configdir for MinGW.
+ * configure: Added configdir for MinGW.
+
2008-03-30 Daniel Jacobowitz

* ia64-tdep.c (examine_prologue): Correct array access.

Index: gdb/configure.ac
===================================================================
RCS file: /cvs/src/src/gdb/configure.ac,v
retrieving revision 1.64
diff -u -r1.64 configure.ac
— configure.ac 13 Jan 2008 12:23:05 -0000 1.64
+++ configure.ac 11 Apr 2008 09:02:13 -0000
@@ -1445,7 +1445,7 @@
AC_SUBST(WIN32LDAPP)

case “${host}” in
-*-*-cygwin*)
+*-*-cygwin* | *-*-mingw*)
configdir=”win”
;;
*)

Index: gdb/configure
===================================================================
RCS file: /cvs/src/src/gdb/configure,v
retrieving revision 1.242
diff -u -r1.242 configure
— configure 13 Jan 2008 12:23:04 -0000 1.242
+++ configure 11 Apr 2008 09:05:54 -0000
@@ -23080,7 +23080,7 @@

case “${host}” in
-*-*-cygwin*)
+*-*-cygwin* | *-*-mingw*)
configdir=”win”
;;
*)